In a sequential Bayesian ranking and selection problem with independent normal populations and common known variance, we study a previously introduced measurement policy which we ...
We derive a knowledge gradient policy for an optimal learning problem on a graph, in which we use sequential measurements to refine Bayesian estimates of individual edge values i...
We consider Bayesian information collection, in which a measurement policy collects information to support a future decision. This framework includes ranking and selection, continu...
Classification problems in critical applications such as health care or security often require very high reliability because of the high costs of errors. In order to achieve this r...
This paper takes the first steps towards designing incentive compatible mechanisms for hierarchical decision making problems involving selfish agents. We call these Stackelberg p...